+5,578.4%
HUM vs FICO
+104,095.6%
-98,517.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +1.1% |
| 7D | +4.2% | -19.2% | +23.3% | +7.1% |
| 30D | +10.4% | -14.6% | +25.0% | +12.4% |
| 3M | +15.1% | -20.1% | +35.2% | +17.6% |
| 6M | +120.9% | -36.3% | +157.2% | +131.9% |
| YTD | +57.9% | -44.9% | +102.8% | +68.9% |
| 1Y | +30.6% | -38.6% | +69.2% | +36.9% |
| 3Y | -9.6% | +4.0% | -13.6% | -13.8% |
| 5Y | +1.6% | +99.5% | -97.9% | -13.7% |
| 10Y | +146.4% | +604.7% | -458.2% | +74.9% |
| All | +5,578.4% | +104,095.6% | -98,517.2% | +2,822.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling